+114.5%
F vs OKTA
+618.3%
-503.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +5.3% | +2.6% | +2.7% | +5.0% |
| 30D | +4.6% | +16.0% | -11.4% | +2.1% |
| 3M | -3.7% | +38.2% | -41.8% | -8.2% |
| 6M | +16.8% | +137.8% | -121.0% | +2.5% |
| YTD | +15.3% | +97.3% | -82.0% | +3.4% |
| 1Y | +31.0% | +90.1% | -59.1% | +18.0% |
| 3Y | +45.4% | +98.0% | -52.6% | +27.3% |
| 5Y | +54.7% | -36.9% | +91.6% | +40.3% |
| All | +114.5% | +618.3% | -503.8% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling